ML-Pivot Jurik Momentum Hybrid
Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: 1H, 4H, Daily
Thesis
Buying pullbacks in a confirmed bullish structure (Pivot Detector) is profitable if the macro-momentum (Momentum Oscillator) and micro-liquidity (Linear Percentile Median) are both aligned. The ML SuperTrend acts as a probability filter to ensure we only enter when volatility patterns match historical 'profitable' trend clusters identified by the LSTM.
Components
- Linear percentile single hole length 3 percentage 50 v1 (regime) — Serves as a micro-regime filter; requires the current price to be above the 3-period median to ensure immediate-term liquidity is moving upward.
- Momentum Oscillator (direction) — Establishes the macro-directional bias by ensuring current price is higher than the price 14 periods ago (>100).
- Williams %R (entry) — Acts as the tactical entry trigger when price recovers from a short-term oversold condition within a bullish structural context.
- ZigZag Color (Classic) (exit) — Identifies the termination of a bullish swing to capture profit before the inevitable repainting reversal.
- Bullish Pivot Detector (risk) — Identifies the structural 'floor' and confirmation of a pivot; strictly used for position sizing and stop-loss placement.
- Relative Strength Quality Index (RSX) (confirmation) — Provides noise-filtered confirmation that the momentum strength is increasing without the jaggedness of standard RSI.
- ML SuperTrend (Ultimate) - Auto-Optimized AI with LSTM (volatility_filter) — Filters out volatility regimes where the AI/LSTM detects a high probability of trend exhaustion or range-bound chop.
Known failure conditions
- Consecutive failure of the Bullish Pivot Detector to maintain 'marker_alive' status before reaching 1:1 RR.
- ML SuperTrend signals flipping frequently (more than 3 times in 10 bars), indicating AI model oscillation in noise.
- Linear Percentile (3) returning 'na' results for more than 5% of the lookback window.
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